Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48846.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42163.26 Kr¶

PnL: ---------------------------------------> -270.02 Kr¶

DD now: ---------------------------------> -8.045 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:30:38.017704'

Anic Portfolio¶

Today¶

Return: -0.926 %¶

This Week¶

Return: -0.926 %¶

Total portfolio value¶

Return including deposits: 59.912 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.400000 1659.960000 192.420000 13.110000 1467.540000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Orrön Energy 180 0.620000 2052.900000 15.300000 0.750000 2037.600000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
Catena 2 1.270000 799.600000 10.000000 1.270000 789.600000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Atrium Ljungberg B 5 0.800000 940.500000 7.500000 0.800000 933.000000
Sagax B 4 0.610000 857.200000 5.200000 0.610000 852.000000
Platzer Fastigheter Holding B 12 0.250000 961.200000 2.400000 0.250000 958.800000
ASSA ABLOY B 3 0.310000 779.400000 2.400000 0.310000 777.000000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Hexatronic Group 12 -0.350000 961.200000 -3.360000 -0.350000 964.560000
Clas Ohlson B 12 -0.370000 967.200000 -3.600000 -0.370000 970.800000
SKF B 5 -0.610000 932.250000 -5.750000 -0.610000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
EQT 4 -1.160000 820.000000 -9.600000 -1.160000 829.600000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Byggmax Group 33 -1.040000 944.460000 -9.900000 -1.040000 954.360000
Addnode Group B 11 -1.800000 902.000000 -16.500000 -1.800000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.490000 903.100000 -23.100000 -2.490000 926.200000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Indutrade 5 -3.500000 1172.000000 -42.500000 -3.500000 1214.500000
Bufab 3 -4.280000 1059.000000 -47.400000 -4.280000 1106.400000
Vitec Software Group B 2 -4.610000 1034.000000 -50.000000 -4.610000 1084.000000
Hexagon B 26 -1.690000 3393.000000 -58.500000 -1.690000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -7.130000 1352.180000 -102.820000 -7.070000 1455.000000
TOTAL 42163.260000 -270.020000 -8.04492% 42433.280000

Updated:¶

'2023-07-03 14:30:54.752880'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶